Arbitrage and optimal portfolio choice with financial constraints
By: Helmut Elsinger and Martin Summer.
Contributors: Summer, Martin.; Oesterreichische Nationalbank.
Series: Working paper -- 49.; Working papers (Oesterreichische Nationalbank) -- 49.
Publisher: Oesterreichische Nationalbank
Published: 2001
Place of publication: Wien
Language: eng
Number of pages: 37
Subjects: Arbitrage -- Econometric models.; Contingencies in finance -- Econometric models.; Portfolio management -- Econometric models.
Notes: Includes bibliographical references (p. 22-23).